Trading Metrics calculated at close of trading on 07-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2020 |
07-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
1,925.0 |
1,889.0 |
-36.0 |
-1.9% |
1,869.6 |
High |
1,933.5 |
1,908.5 |
-25.0 |
-1.3% |
1,930.4 |
Low |
1,886.3 |
1,884.0 |
-2.3 |
-0.1% |
1,858.8 |
Close |
1,915.8 |
1,897.7 |
-18.1 |
-0.9% |
1,914.7 |
Range |
47.2 |
24.5 |
-22.7 |
-48.1% |
71.6 |
ATR |
34.4 |
34.2 |
-0.2 |
-0.5% |
0.0 |
Volume |
2,924 |
6,460 |
3,536 |
120.9% |
12,994 |
|
Daily Pivots for day following 07-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,970.2 |
1,958.5 |
1,911.2 |
|
R3 |
1,945.7 |
1,934.0 |
1,904.4 |
|
R2 |
1,921.2 |
1,921.2 |
1,902.2 |
|
R1 |
1,909.5 |
1,909.5 |
1,899.9 |
1,915.4 |
PP |
1,896.7 |
1,896.7 |
1,896.7 |
1,899.7 |
S1 |
1,885.0 |
1,885.0 |
1,895.5 |
1,890.9 |
S2 |
1,872.2 |
1,872.2 |
1,893.2 |
|
S3 |
1,847.7 |
1,860.5 |
1,891.0 |
|
S4 |
1,823.2 |
1,836.0 |
1,884.2 |
|
|
Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,116.1 |
2,087.0 |
1,954.1 |
|
R3 |
2,044.5 |
2,015.4 |
1,934.4 |
|
R2 |
1,972.9 |
1,972.9 |
1,927.8 |
|
R1 |
1,943.8 |
1,943.8 |
1,921.3 |
1,958.4 |
PP |
1,901.3 |
1,901.3 |
1,901.3 |
1,908.6 |
S1 |
1,872.2 |
1,872.2 |
1,908.1 |
1,886.8 |
S2 |
1,829.7 |
1,829.7 |
1,901.6 |
|
S3 |
1,758.1 |
1,800.6 |
1,895.0 |
|
S4 |
1,686.5 |
1,729.0 |
1,875.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,933.5 |
1,884.0 |
49.5 |
2.6% |
31.7 |
1.7% |
28% |
False |
True |
3,296 |
10 |
1,933.5 |
1,858.1 |
75.4 |
4.0% |
29.3 |
1.5% |
53% |
False |
False |
2,980 |
20 |
1,991.6 |
1,858.1 |
133.5 |
7.0% |
30.8 |
1.6% |
30% |
False |
False |
2,898 |
40 |
2,032.5 |
1,858.1 |
174.4 |
9.2% |
37.8 |
2.0% |
23% |
False |
False |
3,037 |
60 |
2,099.2 |
1,828.9 |
270.3 |
14.2% |
38.2 |
2.0% |
25% |
False |
False |
3,395 |
80 |
2,099.2 |
1,743.2 |
356.0 |
18.8% |
34.4 |
1.8% |
43% |
False |
False |
2,958 |
100 |
2,099.2 |
1,698.4 |
400.8 |
21.1% |
32.6 |
1.7% |
50% |
False |
False |
2,710 |
120 |
2,099.2 |
1,684.7 |
414.5 |
21.8% |
30.5 |
1.6% |
51% |
False |
False |
2,364 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,012.6 |
2.618 |
1,972.6 |
1.618 |
1,948.1 |
1.000 |
1,933.0 |
0.618 |
1,923.6 |
HIGH |
1,908.5 |
0.618 |
1,899.1 |
0.500 |
1,896.3 |
0.382 |
1,893.4 |
LOW |
1,884.0 |
0.618 |
1,868.9 |
1.000 |
1,859.5 |
1.618 |
1,844.4 |
2.618 |
1,819.9 |
4.250 |
1,779.9 |
|
|
Fisher Pivots for day following 07-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,897.2 |
1,908.8 |
PP |
1,896.7 |
1,905.1 |
S1 |
1,896.3 |
1,901.4 |
|